+499.0%
AVAV vs BWA
+150.8%
+348.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.6% |
| 7D | -2.2% | +5.7% | -7.9% | -4.0% |
| 30D | -13.9% | +1.4% | -15.3% | -14.2% |
| 3M | -29.2% | -12.1% | -17.1% | -26.3% |
| 6M | -36.1% | +28.6% | -64.7% | -41.4% |
| YTD | -40.2% | +51.1% | -91.3% | -49.2% |
| 1Y | -36.2% | +55.9% | -92.1% | -46.7% |
| 3Y | +47.5% | +70.1% | -22.6% | +15.9% |
| 5Y | +39.3% | +90.7% | -51.4% | +1.2% |
| All | +499.0% | +150.8% | +348.2% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling